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SECPX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SECPX and VOO is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SECPX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Daily Income Ultra Short Duration Bond Fund (SECPX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SECPX:

3.20

VOO:

0.72

Sortino Ratio

SECPX:

8.16

VOO:

1.14

Omega Ratio

SECPX:

2.53

VOO:

1.17

Calmar Ratio

SECPX:

16.72

VOO:

0.76

Martin Ratio

SECPX:

48.23

VOO:

2.87

Ulcer Index

SECPX:

0.11%

VOO:

4.94%

Daily Std Dev

SECPX:

1.53%

VOO:

19.55%

Max Drawdown

SECPX:

-11.64%

VOO:

-33.99%

Current Drawdown

SECPX:

-0.11%

VOO:

-2.99%

Returns By Period

The year-to-date returns for both investments are quite close, with SECPX having a 1.45% return and VOO slightly higher at 1.48%. Over the past 10 years, SECPX has underperformed VOO with an annualized return of 2.16%, while VOO has yielded a comparatively higher 12.96% annualized return.


SECPX

YTD

1.45%

1M

0.00%

6M

1.83%

1Y

4.85%

3Y*

4.36%

5Y*

2.59%

10Y*

2.16%

VOO

YTD

1.48%

1M

4.65%

6M

-1.16%

1Y

13.95%

3Y*

14.76%

5Y*

15.43%

10Y*

12.96%

*Annualized

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Vanguard S&P 500 ETF

SECPX vs. VOO - Expense Ratio Comparison

SECPX has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SECPX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SECPX
The Risk-Adjusted Performance Rank of SECPX is 9999
Overall Rank
The Sharpe Ratio Rank of SECPX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SECPX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of SECPX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of SECPX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SECPX is 9999
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SECPX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Daily Income Ultra Short Duration Bond Fund (SECPX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current SECPX Sharpe Ratio is 3.20, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SECPX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SECPX vs. VOO - Dividend Comparison

SECPX's dividend yield for the trailing twelve months is around 4.08%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
SECPX
SEI Daily Income Ultra Short Duration Bond Fund
4.08%4.55%3.89%1.43%0.64%1.49%2.53%2.14%1.46%1.05%0.80%0.78%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SECPX vs. VOO - Drawdown Comparison

The maximum SECPX drawdown since its inception was -11.64%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SECPX and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SECPX vs. VOO - Volatility Comparison

The current volatility for SEI Daily Income Ultra Short Duration Bond Fund (SECPX) is 0.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that SECPX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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